Pages that link to "Item:Q3116139"
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The following pages link to An Integrated Model for Hybrid Securities (Q3116139):
Displayed 11 items.
- Dynamic capital structure and the contingent capital option (Q470666) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Implied recovery (Q1032681) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- The pricing of total return swap under default contagion models with jump-diffusion interest rate risk (Q1985946) (← links)
- A revised version of the Cathcart \& El-Jahel model and its application to CDS market (Q2064595) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
- Security design with status concerns (Q2661668) (← links)
- Enhanced equity-credit modelling for contingent convertibles (Q4554224) (← links)